A quick search found this:

Argyllshire Gathering: founded in 1871
Braemar Gathering: the Braemar Highland Society was founded in 1815 as the Braemar Wright Society. A gathering has been held from at least 1832.
Lonach Highland Gathering: The Lonach Highland and Friendly Society was founded in 1823.
Aboyne Highland Games: 1867
Northern Meeting: The Northern Meeting was founded in Inverness in 1788. Although I do not think the Meeting involves games anymore, it is one of the premier piping competitions in the world to this day. I am sure Jock Scot can tell us more about the goings on of this august society. I do know they do put on a delightful ball!